Finished second chapter, saw the message pop up, right click to claim, nothing in my stash. Checked every where, could not find it. Fun game.
Did you check your mail in the lower left of the screen?
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I had a similar thing on PS4 just now. An hr ago, I collected my first part of Haedrigs Gift: the first two pieces of Tal Rasha. Equipped both, put a gem in the helmet. Quit the came to come back just now. Both items gone (the items prior to those equipped). I was really looking forward to playing this season. Now Im looking forward to deleting this game 
Update: I went on to the next step. Got a double reward, fixing the previous misery
Did you finish the first Chapter too?
Right-clicked on what? The mail or Haedrig’s Gift? You have to left-click on the mail and claim Haedrig’s Gift and then right-click on the Gift to open in it while it’s in your backpack. Also be sure you didn’t have your stash open when you right clicked it. If you did, it probably got put somewhere in your stash.
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